Related papers: Nonparametric estimation by convex programming

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints is a widely studied problem in statistics, and is often…

We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide…

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that…

We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…

We study the problem of nonparametric estimation of a multivariate function $g:\mathbb {R}^d\to\mathbb{R}$ that can be represented as a composition of two unknown smooth functions $f:\mathbb{R}\to\mathbb{R}$ and $G:\mathbb{R}^d\to…

We consider the non-parametric maximum likelihood estimation in the class of Polya frequency functions of order two, viz. the densities with a concave logarithm. This is a subclass of unimodal densities and fairly rich in general. The NPMLE…

Estimation of linear functionals from observed data is an important task in many subjects. Juditsky & Nemirovski [The Annals of Statistics 37.5A (2009): 2278-2300] propose a framework for non-parametric estimation of linear functionals in a…

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

In the framework of shape constrained estimation, we review methods and works done in convex set estimation. These methods mostly build on stochastic and convex geometry, empirical process theory, functional analysis, linear programming,…

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…